EPISODE · Oct 29, 2015 · 14 MIN
Kalman Runners
from Linear Digressions · host Katie Malone
The Kalman Filter is an algorithm for taking noisy measurements of dynamic systems and using them to get a better idea of the underlying dynamics than you could get from a simple extrapolation. If you've ever run a marathon, or been a nuclear missile, you probably know all about these challenges already. By the way, we neglected to mention in the episode: Katie's marathon time was 3:54:27!
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